Model Validation Junior Specialist
ING Investment Banking
1 zi în urmă

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  • You like to learn and develop your skills in modelling
  • You are passionate about working with machine learning techniques and you like to learn and develop your skills in modelling
  • You have a degree (MSc or higher) in a quantitative / numerical, mathematics, physics, statistical field
  • You have an working knowledge in SAS or similar tool (Python, R) programming
  • You have knowledge of statistical tools and modelling techniques
  • You are characterized by an analytical and critical attitude
  • You enjoy checking, validating and looking for new ways to build models
  • You are fluent in both oral and written English for business
  • Any related work experience with credit risk models (PD / LGD / EAD)
  • Any related work experience on behaviour patterns models application
  • What makes ING Risk Hub stand out
  • Knowledge on regulatory capital models (IRB)
  • Knowledge on Loan Loss Provisioning models (IFRS9)
  • Knowledge of underwriting models or early-warning systems
  • We are expanding our team offering opportunity to steep learning curve following your ambitions
  • At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work.

    We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.

    Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.

    Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. In Warsaw we are building following chapters :

  • Data and analytical engineering
  • Credit Risk Modelling
  • ALM Modelling
  • Model Validation
  • We are new organization currently creating our work culture and way of working our task is to set new standards for entire risk team.

    People in Model Validation chapter assesses whether models are appropriate for intended use and compliant with internal policies and external regulations.

    Our goal is to increase the ING’s understanding of a model’s limitations & weaknesses and contribute to ongoing model improvement to ensure the added value of models.

    Together with the team in Amsterdam you will be validating models used for regulatory capital (Internal Rating Based approach) and loan loss provisioning (IFRS9), covering all components of the models for any type of portfolio globally.

    In addition, the team has the ambition to expend the scope to credit decision models such as underwriting models, loan pricing and early-

    warning systems. We use statistical techniques, amended with qualitative analyses, to assess the quality of the models and the appropriate use by the model stakeholders.

    Our reports are presented to Senior Management on group level to make decision on the ongoing use of models or approval of new models.

    Our reports are also shared frequently with external regulators (ECB), internal and external audit.

    What makes ING Risk Hub stand out

  • We work with new models creating and validating them
  • We work for global ING group scope as part of central risk team
  • We assess the model performance and capital adequacy of worldwide loan portfolios covering retail, SME and wholesale businesses and comprising all type of loans initiated via credit lines from mortgages to specialized lending
  • We have high impact in the organization with direct reporting line to CRO, our reports are presented to Senior Management and shared frequently with external regulators (ECB), internal and external audit.
  • We continuously work on automating and improving our work
  • We are one of the biggest risk team in Poland
  • We work in an agile manner implemented in practice in entire organization
  • We are a new team creating its own inclusive impactful culture
  • We focus on development of our people by trainings, fast contribution to products and sharing knowledge within teams
  • perform assessment of credit risk models : 40%
  • learn and develop skills : 20%
  • write high quality validation reports : 20%
  • interact with model stakeholders : 10%
  • ongoing improvement & coordination : 10%
  • Positive constructive mind-set
  • Excellent communication skills in English
  • Ability to write clear reports
  • Ability to work in small teams Work independently
  • Your development

  • international projects
  • access to the newest technologies
  • certificates
  • professional development
  • free English lessons
  • Your health, physical condition and family

  • Private medical care
  • MultiSport card with 50% funding
  • Chillout and entertainment zones
  • Sports events
  • suitable working conditions

  • Stable employment conditions
  • Mobile phone
  • Additional screen
  • Delicious coffee
  • Modern kitchen
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